-5.0%
SLB vs VST
+1,175.7%
-1,180.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.8% |
| 7D | +0.8% | +8.9% | -8.1% | -1.5% |
| 30D | +15.8% | +6.2% | +9.6% | +13.8% |
| 3M | -0.3% | -2.7% | +2.4% | -0.5% |
| 6M | +21.3% | -8.4% | +29.7% | +22.2% |
| YTD | +52.3% | -7.2% | +59.5% | +51.2% |
| 1Y | +63.6% | -20.9% | +84.5% | +68.0% |
| 3Y | +3.8% | +384.0% | -380.2% | -56.6% |
| 5Y | +128.6% | +757.1% | -628.4% | -30.1% |
| All | -5.0% | +1,175.7% | -1,180.7% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling